The domestication process leads to a change in behavioural traits, usually towards individuals that are less attentive to changes in their environment and less aggressive. Empirical evidence for a difference in cognitive performance, however, is scarce. Recently, a functional linkage between an individual's behaviour and cognitive performance has been proposed in the framework of animal personalities via a shared risk-reward trade-off. Following this assumption, bolder and more aggressive animals (usually the wild form) should learn faster. Differences in behaviour may arise during ontogeny due to individual experiences or represent adaptations that occurred over the course of evolution. Both might singly or taken together account for differences in cognitive performance between wild and domestic lineages. To test for such possible linkages, we compared wild cavies and domestic guinea pigs, both kept in a university stock for more than 30 years under highly comparable conditions. Animals were tested in three behavioural tests as well as for initial and reversal learning performance. Guinea pigs were less bold and aggressive than their wild congeners, but learnt an association faster. Additionally, the personality structure was altered during the domestication process. The most likely explanation for these findings is that a shift in behavioural traits and their connectivity led to an altered cognitive performance. A functional linkage between behavioural and cognitive traits seems to exist in the proposed way only under natural selection, but not in animals that have been selected artificially over centuries.